The law of large numbers for the maximum of almost Gaussian log-correlated fields coming from random matrices

DOI10.1007/S00440-018-0832-2zbMath1447.60025arXiv1611.08885OpenAlexW2557957116WikidataQ114229370 ScholiaQ114229370MaRDI QIDQ1729694

Elliot Paquette, Gaultier Lambert

Publication date: 28 February 2019

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.08885

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70) Riemann-Hilbert problems in context of PDEs (35Q15)

Related Items (15)

Extreme gaps between eigenvalues of Wigner matrices ⋮ Maxima of log-correlated fields: some recent developments* ⋮ Imaginary multiplicative chaos: moments, regularity and connections to the Ising model ⋮ Voting models and semilinear parabolic equations ⋮ Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime ⋮ Maximum of the characteristic polynomial of the Ginibre ensemble ⋮ Law of large numbers for the maximum of the two-dimensional Coulomb gas potential ⋮ The random normal matrix model: insertion of a point charge ⋮ Multiplicative chaos and the characteristic polynomial of the CUE: The 𝐿¹-phase ⋮ Maximum of the Ginzburg-Landau fields ⋮ Gaussian fluctuations of the determinant of Wigner matrices ⋮ How much can the eigenvalues of a random Hermitian matrix fluctuate? ⋮ The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble ⋮ On Cramér-von Mises statistic for the spectral distribution of random matrices ⋮ Optimal local law and central limit theorem for \(\beta\)-ensembles

Cites Work

• Unnamed Item
• Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
• Maximum of the characteristic polynomial of random unitary matrices
• Random matrices: universality of local eigenvalue statistics
• Convergence of the centered maximum of log-correlated Gaussian fields
• The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos -- the \(L^2\)-phase
• Thick points of the Gaussian free field
• On the statistical mechanics approach in the random matrix theory: Integrated density of states.
• CLT for linear spectral statistics of large-dimensional sample covariance matrices.
• Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
• On fluctuations of eigenvalues of random Hermitian matrices.
• On the maximum of the C\(\beta\)E field
• The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line
• Extremes of the discrete two-dimensional Gaussian free field
• On the distribution of the maximum value of the characteristic polynomial of GUE random matrices
• An exact formula for general spectral correlation function of random Hermitian matrices
• The Maximum of the CUE Field
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory

This page was built for publication: The law of large numbers for the maximum of almost Gaussian log-correlated fields coming from random matrices